+88.1%
IT vs SUI
+117.1%
-29.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -7.5% | +3.4% | -10.9% | -8.9% |
| 30D | -1.2% | +4.6% | -5.8% | -3.0% |
| 3M | -2.2% | +1.6% | -3.8% | -2.8% |
| 6M | +19.1% | -3.5% | +22.5% | +21.2% |
| YTD | -25.1% | -1.0% | -24.1% | -24.9% |
| 1Y | -17.4% | -1.7% | -15.6% | -16.8% |
| 3Y | -54.1% | +18.4% | -72.5% | -58.5% |
| 5Y | -42.7% | -26.3% | -16.3% | -36.2% |
| 10Y | +88.1% | +123.3% | -35.2% | +50.4% |
| All | +88.1% | +117.1% | -29.0% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling